+4,817.2%
CNC vs ALB
+1,097.8%
+3,719.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | -7.3% | +1.1% | -8.3% | -7.6% |
| 30D | +5.2% | -2.6% | +7.7% | +5.7% |
| 3M | +8.6% | -25.6% | +34.2% | +15.8% |
| 6M | +25.1% | -54.0% | +79.1% | +48.1% |
| YTD | +71.3% | -31.6% | +102.9% | +80.6% |
| 1Y | +99.3% | -6.6% | +105.9% | +94.0% |
| 3Y | -1.9% | -14.0% | +12.1% | -13.3% |
| 5Y | -6.4% | -62.5% | +56.1% | -1.8% |
| 10Y | +178.1% | +36.3% | +141.8% | +59.6% |
| All | +4,817.2% | +1,097.8% | +3,719.4% | +973.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling